The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze
利用看跌-看涨平价检验游戏驿站轧空事件前后的无套利条件，发现考虑卖空摩擦后并不存在大量免费套利机会。
Abstract The short squeeze in GameStop attracted worldwide attention and resulted in congressional hearings. The increase in GameStop stock from an opening price of $21 on January 26 to an interday high of $483 on January 28 was not the result of obvious fundamental earnings prospects. Buying pressure from investors on a social media site accompanied by short covering, resulted in the stratospheric ascent of stock price. We use put–call parity to investigate the related issue of the no‐arbitrage violations before, during, and after the squeeze. We do not find evidence of abundant free money after accounting for short selling frictions.